+132.5%
CNP vs VIAV
+419.4%
-287.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.6% |
| 7D | -1.4% | +11.2% | -12.6% | -3.0% |
| 30D | -2.9% | -10.1% | +7.2% | -1.7% |
| 3M | -7.5% | -22.9% | +15.3% | -5.2% |
| 6M | -7.9% | +28.8% | -36.7% | -15.0% |
| YTD | +3.7% | +117.5% | -113.7% | -14.8% |
| 1Y | +4.6% | +216.1% | -211.5% | -21.6% |
| 3Y | +49.1% | +292.2% | -243.1% | +2.4% |
| 5Y | +69.2% | +141.0% | -71.8% | +30.0% |
| All | +132.5% | +419.4% | -287.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling